Semi-Local Scaling Exponent Estimation With Box-Penalty Constraints and Total-Variation Regularization

IEEE Trans Image Process. 2016 Jul;25(7):3167-3181. doi: 10.1109/TIP.2016.2551365. Epub 2016 Apr 6.

Abstract

We here establish and exploit the result that 2D isotropic self-similar fields beget quasi-decorrelated wavelet coefficients and that the resulting localised log sample second moment statistic is asymptotically normal. This leads to the development of a semi-local scaling exponent estimation framework with optimally modified weights. Furthermore, recent interest in penalty methods for least square problems and generalized Lasso for scaling exponent estimation inspires the simultaneous incorporation of both bounding box constraints and total variation smoothing into an iteratively reweighted least-square estimator framework. Numerical results on fractional Brownian fields with global and piecewise constant, semi-local Hurst parameters illustrate the benefits of the new estimators.